George, In a sense, you're mechanic is correct, you won't experience any better performance with an oil filter or an external cooler. What you will experience is longevity and a cooler running engine, especially when the AC compressor is working.
Your engine (all air cooled engines) rely on 2 things to cool the engine. Air and oil. You can't do very much to increase the air flow but you can ensure that your engine receives the coolest air possible by making sure the engine tin is installed correctly not allowing exhaust heat to enter the upper engine compartment and by maiing sure that the tin is installed correctly and you're not losing air through gaps.
Your cylinders are cooled by air directed across the cylinder cooling fins. Your engine internals such as rods, crank, bearings, pistons, valve stems, rocker arms, push rods, cam etc etc are cooled by the oil. (Obviously, the oil also lubricates these moving parts.) Oil starts to break down around 260 degree's so the cooler the oil, the better lubrication you have and the cooler the oil, the cooler the components stay. Hot bearings will eventually self destruct as will other components.
A portion of the air produced by the fan also passes through the internal oil cooler. This was designed to help keep the oil cool.
The internal cooler hasn't changed much over the many years of the VW engine and the latest was when VW moved the cooler out of the cylinder air stream and called it a dog house shroud. This helped keep the #3 and 4 cylinder cooler by moving the obstruction of air (the internal cooler) to outside the air stream.
So lets go back and review. Your engine isn't solely cooled by air. Oil plays a HUGE part in the cooling process. Naturally, if the oil is cooler then so will be the engine.
When Porsche designed the type 547 engine, they created that engine with a dry sump configuration. In other words, no oil remined in the crank case but was pumped to a holding tank. The oil was cooled and returned to the engine via a pump.
The 911 engine works the same way... Porsche went a step further and increased the oil capacity of the 911 to around 12 quarts. On their early performance engines, they added an external oil cooler. (Later engines (much larger cc capacity) an external oil cooler was a stock item)
You don't have a dry sump system, nor do you hold 12 quarts of oil. Your stock engine only holds around 3 quarts so, the more oil your engine has, the longer it takes for it to heat up. As the oil passes through the engine, heat is transfered to the oil and away from the moving components. The more oil, the more heat transfer.
Now, add a filter and you've added more oil. Add an external oil cooler and you've gained 2 fold. More oil (in the lines and in the cooler) and, you've added an additional way for the oil to dissapate heat into the atmosphere.
It's a win win situation.
Let's go back to the beginning of this post. When the AC compressor is activated (AC turned on and in Texas that's all the time) You're engine is working much harder to maintain the same RPM's. """engine working harder equals more heat"""""
Since you can't get more air the only thing you can do is to increase the oil cooling capabilities. More oil and more oil cooling equals cooler oil equals a cooler engine.